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{"sheet":"EUR_1M","index":1,"n_rows":45,"n_cols":13,"rows_kept":45,"cut":false,"hidden":false,"merged":[]}
["Instrument","Tenor","Stamp","Maturity","Mkt.Values","days","t (Act/360)","Discount Factor","Zero Rate","Forward rate","Δt"]
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{"sheet":"EUR_3M.","index":2,"n_rows":41,"n_cols":19,"rows_kept":41,"cut":false,"hidden":false,"merged":[]}
["Instrument","Tenor","Stamp","Maturity","Mkt.Values","days","t (Act/360)","Discount factor","ZERO","Forward rate","y"]
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["M. Mkt.","1W","2012-11-16",{"$f":"AddDays(D3,7)","v":"2012-11-23"},7.8E-2,7,1.9444444444444445E-2,{"$f":"H3/(1+E4/100*G4)","v":0.99998364274918805},8.5292076807582981E-2,7.9082733623457996E-2]
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["Swap","19Y","2012-11-16",{"$f":"AddYears(D3,19)","v":"2031-11-17"},null,6940,19.277777777777779,{"$f":"EXP(-(I28/100)*(F28/365))","v":0.62577179669018901},{"$f":"I24+(D28-D24)*(I24-I21)/(D24-D21)","v":2.4654304535419631},{"$f":"36500*(LN(H27)-LN(H28))/(D28-D27)","v":3.9697920560943896},1.0111111111111128]
["Swap","20Y","2012-11-16",{"$f":"AddYears(D3,20)","v":"2032-11-16"},2.1320000000000001,7305,20.291666666666668,{"$f":"(H13-E29/100*(H28*K28+H27*K27+H26*K26+H25*K25+H24*K24+H23*K23+H22*K22+H21*K21+H20*K20+H19*K19+H18*K18+H17*K17+H16*K16+H15*K15+H14*K14+H13*K13+H12*K12+H11*K11+H10*K10+H9*G9))/(1+E29/100*K29)","v":0.61515040365793161},{"$f":"-100*LN(H29)/(F29/365)","v":2.4277795487047151},null,1.0138888888888893,"T",{"$f":"(POWER(K25,2)*(K25+K26)*K26+(K25+K26+K27)*K27+(K25+K26+K27+K28)*K28)/(K25+K26+K27+K28+K29)","v":1.8410827534682108}]
["Swap","21Y","2012-11-16",{"$f":"AddYears(D3,21)","v":"2033-11-16"},null,7670,21.305555555555557,{"$f":"EXP(-(I30/100)*(F30/365))","v":0.59296107079529325},{"$f":"I29+(D30-D29)*(I29-I24)/(D29-D24)","v":2.487075403707423},{"$f":"36500*(LN(H29)-LN(H30))/(D30-D29)","v":3.6738047757479237},1.0138888888888893]
["Swap","22Y","2012-11-16",{"$f":"AddYears(D3,22)","v":"2034-11-16"},null,8035,22.319444444444443,0.57089470270915832,{"$f":"I29+(D31-D29)*(I29-I24)/(D29-D24)","v":2.5463712587101308},3.7923964857533243,1.0138888888888857]
["Swap","23Y","2012-11-16",{"$f":"AddYears(D3,23)","v":"2035-11-16"},null,8400,23.333333333333332,0.54899805688280023,{"$f":"I29+(D32-D29)*(I29-I24)/(D29-D24)","v":2.6056671137128387},3.9109881957587689,1.0138888888888893]
["Swap","24Y","2012-11-16",{"$f":"AddYears(D3,24)","v":"2036-11-17"},null,8767,24.352777777777778,0.52719739252355202,{"$f":"I29+(D33-D29)*(I29-I24)/(D29-D24)","v":2.6652878775100817},4.0299048145587006,1.0194444444444457]
["Swap","25Y","2012-11-16",{"$f":"AddYears(D3,25)","v":"2037-11-16"},null,9131,25.363888888888887,0.50583074100211023,{"$f":"I29+(D34-D29)*(I29-I24)/(D29-D24)","v":2.7244212781155217},4.1486589789613646,1.0111111111111093]
["Swap","26Y","2012-11-16",{"$f":"AddYears(D3,26)","v":"2038-11-16"},null,9496,26.377777777777776,0.4847005255038413,{"$f":"I29+(D35-D29)*(I29-I24)/(D29-D24)","v":2.7837171331182295},4.2670882345695276,1.0138888888888893]
["Swap","27Y","2012-11-16",{"$f":"AddYears(D3,27)","v":"2039-11-16"},null,9861,27.391666666666666,0.46390251241080382,{"$f":"I29+(D36-D29)*(I29-I24)/(D29-D24)","v":2.8430129881209374},4.3856799445749495,1.0138888888888893]
["Swap","28Y","2012-11-16",{"$f":"AddYears(D3,28)","v":"2040-11-16"},null,10227,28.408333333333335,0.44341524442634289,{"$f":"I29+(D37-D29)*(I29-I24)/(D29-D24)","v":2.902471297520913},4.5044341089776365,1.0166666666666693]
["Swap","29Y","2012-11-16",{"$f":"AddYears(D3,29)","v":"2041-11-18"},null,10594,29.427777777777777,0.42327335613902339,{"$f":"I29+(D38-D29)*(I29-I24)/(D29-D24)","v":2.9620920613181561},4.6235131821748299,1.0194444444444422]
["Swap","30Y","2012-11-16",{"$f":"AddYears(D3,30)","v":"2042-11-17"},2.1880000000000002,10958,30.43888888888889,{"$f":"(H23-E39/100*(H38*K38+H37*K37+H36*K36+H35*K35+H34*K34+H33*K33+H32*K32+H31*K31+H30*K30+H29*K29+H28*K28+H27*K27+H26*K26+H25*K25+H24*K24+H23*K23+H22*K22+H21*K21+H20*K20+H19*K19+H18*K18+H17*K17+H16*K16+H15*K15+H14*K14+H13*K13+H12*K12+H11*K11+H10*K10+H9*G9))/(1+E39/100*K39)","v":0.2627140382039086},null,null,1.0111111111111128,"T",{"$f":"(POWER(K35,2)+(K35+K36)*K36+(K35+K36+K37)*K37+(K35+K36+K37+K38)*K38)/(K35+K36+K37+K38+K39)","v":2.0338928419388189}]
[]
[null,null,null,null,null,null,null,null,1708245]

{"sheet":"EUR_6M","index":3,"n_rows":45,"n_cols":16,"rows_kept":45,"cut":false,"hidden":false,"merged":[]}
["Instrument","Tenor","Stamp","Maturity","Mkt.Values","Discount","Forward 3M","Type",null,"days","t (Act/360)","T(365)","discount Factor","ZERO ","Forward rate","y"]
["M. Mkt.","O/N","2012-11-14",{"$f":"AddDays(C2,1)","v":"2012-11-15"},1.4290000000000001E-2,0.99999960310000002,0.1016195991,"LIBOR O/N FIX*",null,{"$f":"D2-C2","v":1},{"$f":"J2/360","v":2.7777777777777779E-3},{"$f":"J2/365","v":2.7397260273972603E-3},{"$f":"1/(1+E2/100*K2)","v":0.99999960305571312},{"$f":"-100*LN(M2)/(J2/365)","v":1.4488469346842968E-2},{"$f":"N2","v":1.4488469346842968E-2}]
["M. Mkt.","T/N","2012-11-15",{"$f":"AddDays(C3,1)","v":"2012-11-16"},1.4290000000000001E-2,0.99999920610000004,0.1019771201,"LIBOR O/N FIX*",null,1,{"$f":"J3/360","v":2.7777777777777779E-3},{"$f":"J3/365","v":2.7397260273972603E-3},{"$f":"M2/(1+E3/100*K3)","v":0.99999920611158377},{"$f":"-100*LN(M3)/((D3-$C$2)/365)","v":1.4488469347283152E-2},{"$f":"36500*(LN(M2)-LN(M3))/(D3-D2)","v":1.4488469347723337E-2}]
["M. Mkt.","1W","2012-11-16",{"$f":"AddDays(D3,7)","v":"2012-11-23"},7.8E-2,0.99998403970000005,0.1028130962,"EURIBOR 1W FIX",null,7,{"$f":"J4/360","v":1.9444444444444445E-2},{"$f":"J4/365","v":1.9178082191780823E-2},{"$f":"M3/(1+E4/100*K4)","v":0.99998403968698191},6.4728452673489589E-2,7.9082733623834292E-2]
["M. Mkt.","1M","2012-11-16",{"$f":"AddMonths(D3,1)","v":"2012-12-17"},0.108,0.99990621479999997,9.5315288799999995E-2,"EURIBOR 1M FIX",null,31,8.611111111111111E-2,8.4931506849315067E-2,{"$f":"M3/(1+E5/100*K5)","v":0.99990621483360431},0.10373694255235845,0.11836512625693428]
["M. Mkt.","1X2","2012-11-16",{"$f":"AddMonths(D3,2)","v":"2013-01-16"},0.14399999999999999,0.9998145652,8.41947522E-2,"OTC FRA vs 1M EURIBOR",null,61,0.16944444444444445,0.16712328767123288,{"$f":"M3/(1+E6/100*K6)","v":0.99975526582672214},0.14180778703812,0.18368571597245772]
["M. Mkt.","2X3","2012-11-16",{"$f":"AddMonths(D3,3)","v":"2013-02-18"},0.191,0.99973300359999995,8.0095241799999994E-2,"OTC FRA vs 1M EURIBOR",null,94,0.26111111111111113,0.25753424657534246,{"$f":"M3/(1+E7/100*K7)","v":0.99950073288496677},0.18987292029257793,0.28163362923290663]
["Fra","3X4","2012-11-16",{"$f":"AddMonths(D3,4)","v":"2013-03-18"},0.24474699999999999,0.99966535960000003,7.6334352800000005E-2,"OTC FRA vs 1M EURIBOR",null,122,0.33888888888888891,0.33424657534246577,{"$f":"M3/(1+E8/100*K8)","v":0.99917047374868095},0.24427639676761884,0.43080260182490188]
["Fra","4X5","2012-11-16",{"$f":"AddMonths(D3,5)","v":"2013-04-16"},0.30041400000000001,0.99960416159999999,7.6631318899999995E-2,"OTC FRA vs 1M EURIBOR",null,151,0.41944444444444445,0.41369863013698632,{"$f":"M3/(1+E9/100*K9)","v":0.99874072305514039},0.30060505400401138,0.54145862287686231]
["Fra","5X6","2012-11-16",{"$f":"AddMonths(D3,6)","v":"2013-05-16"},0.35799999999999998,0.99953919160000004,7.7320304800000003E-2,"OTC FRA vs 1M EURIBOR",null,181,0.50277777777777777,0.49589041095890413,{"$f":"M3/(1+E10/100*K10)","v":0.99820249707254738},0.35884094898717406,0.65584401340130383]
["Fra","6X7","2012-11-16",{"$f":"AddMonths(D3,7)","v":"2013-06-17"},0.35410599999999998,0.99947256009999996,8.0839804599999995E-2,"OTC FRA vs 1M EURIBOR",null,213,0.59166666666666667,0.58356164383561648,{"$f":"M3/(1+E11/100*K11)","v":0.99790846098512731},0.35544707352930366,0.33603834825460732]
["Fra","7X8","2012-11-16",{"$f":"AddMonths(D3,8)","v":"2013-07-16"},0.350578,0.99941056880000001,8.4625661899999996E-2,"OTC FRA vs 1M EURIBOR",null,242,0.67222222222222228,0.66301369863013704,{"$f":"M3/(1+E12/100*K12)","v":0.99764808555962492},0.35223764565622845,0.32844361142480843]
["Fra","8X9","2012-11-16",{"$f":"AddMonths(D3,9)","v":"2013-08-16"},0.346806,0.99934172529999998,9.0717968600000004E-2,"OTC FRA vs 1M EURIBOR",null,273,0.7583333333333333,0.74794520547945209,{"$f":"M3/(1+E13/100*K13)","v":0.99737616116472128},0.34871265591004896,0.32096757532721704]
["Fra","9X10","2012-11-16",{"$f":"AddMonths(D3,10)","v":"2013-09-16"},0.34303400000000001,0.99926858439999999,0.10654630029999999,"OTC FRA vs 1M EURIBOR",null,304,0.84444444444444444,0.83287671232876714,{"$f":"M3/(1+E14/100*K14)","v":0.99711084366634894},0.34512038260135519,0.31325344195971688]
["Fra","10X11","2012-11-16",{"$f":"AddMonths(D3,11)","v":"2013-10-16"},0.33938299999999999,0.99919447750000001,0.12456403990000001,"OTC FRA vs 1M EURIBOR",null,334,0.92777777777777781,0.91506849315068495,{"$f":"M3/(1+E15/100*K15)","v":0.99686037186610044},0.34159731962776563,0.30566207729715228]
["Swap","1Y ","2012-11-16",{"$f":"AddYears(D3,1)","v":"2013-11-18"},0.34,0.99910506259999998,0.14365485850000001,"IRS vs 1M EURIBOR",null,367,1.0194444444444444,1.0054794520547945,{"$f":"(100*$M$3)/(100+E16)","v":0.99661072963083885},0.33582244965112318,0.27702377352530855,{"$f":"+K16","v":1.0194444444444444}]
["Swap","2Y","2012-11-16",{"$f":"AddYears(D3,2)","v":"2014-11-17"},0.38900000000000001,0.99732027059999995,0.36438990430000001,"IRS vs 1M EURIBOR",null,731,2.0305555555555554,2.0027397260273974,{"$f":"(100*$M$3-E17*M16)/(100+E17)","v":0.99226248928998173},0.38679047809999156,0.43845861682975101,{"$f":"K17-K16","v":1.0111111111111111}]
["Swap","3Y","2012-11-16",{"$f":"AddYears(D3,3)","v":"2015-11-16"},0.495,0.99288459559999998,0.74492152769999997,"IRS vs 1M EURIBOR",null,1095,3.0416666666666665,3,{"$f":"(100*$M$3-E18*(M17+M16))/(100+E18)","v":0.98527716172737512},0.49350844558888252,0.70841028671348993,1.0111111111111111]
["Swap","4Y","2012-11-16",{"$f":"AddYears(D3,4)","v":"2016-11-16"},0.65500000000000003,0.98422418739999995,1.2059030118,"IRS vs 1M EURIBOR",null,1461,4.0583333333333336,4.0027397260273974,{"$f":"(100*$M$3-E19*(M18+M17+M16))/(100+E19)","v":0.97413791775702951},0.65371639772736168,1.1339025274976124,1.0166666666666671]
["Swap","5Y","2012-11-16",{"$f":"AddYears(D3,5)","v":"2017-11-16"},0.84699999999999998,0.97087649659999997,1.6385722498999999,"IRS vs 1M EURIBOR",null,1826,5.072222222222222,5.0027397260273974,{"$f":"(100*$M$3-E20*(M19+M18+M17+M16))/(100+E20)","v":0.95843922399683834},0.84758922099998435,1.6246739893502495,1.0138888888888884]
["Swap","6Y","2012-11-16",{"$f":"AddYears(D3,6)","v":"2018-11-16"},1.0429999999999999,0.95346479370000004,1.9702542407999999,"IRS vs 1M EURIBOR",null,2191,6.0861111111111112,6.0027397260273974,{"$f":"(100*$M$3-E21*(M20+M19+M18+M17+M16))/(100+E21)","v":0.9390279762605328},1.0470657723756467,2.0460880625529363,1.0138888888888893]
["Swap","7Y","2012-11-16",{"$f":"AddYears(D3,7)","v":"2019-11-18"},1.226,0.93320864520000002,2.2306924098000001,"IRS vs 1M EURIBOR",null,2558,7.1055555555555552,7.0082191780821921,{"$f":"(100*$M$3-E22*(M21+M20+M19+M18+M17+M16))/(100+E22)","v":0.91708676002013345},1.2340592727962014,2.3514346036470908,1.0194444444444439]
["Swap","8Y","2012-11-16",{"$f":"AddYears(D3,8)","v":"2020-11-16"},1.39,0.91127017509999997,2.4184082073000002,"IRS vs 1M EURIBOR",null,2922,8.1166666666666671,8.0054794520547947,{"$f":"(100*$M$3-E23*(M22+M21+M20+M19+M18+M17+M16))/(100+E23)","v":0.89357500613067742},1.4046383563807905,2.604315427744933,1.011111111111112]
["Swap","9Y","2012-11-16",{"$f":"AddYears(D3,9)","v":"2021-11-16"},1.5329999999999999,0.88823125780000001,2.5765629411000002,"IRS vs 1M EURIBOR",null,3287,9.1305555555555564,9.0054794520547947,{"$f":"(100*$M$3-E24*(M23+M22+M21+M20+M19+M18+M17+M16))/(100+E24)","v":0.86929996103926233},1.5544076408089891,2.7542032234611882,1.0138888888888893]
["Swap","10Y","2012-11-16",{"$f":"AddYears(D3,10)","v":"2022-11-16"},1.66,0.86450224760000005,2.6837803940999998,"IRS vs 1M EURIBOR",null,3652,10.144444444444444,10.005479452054795,{"$f":"(100*$M$3-E25*(M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E25)","v":0.84445435782257472},1.6887951714266447,2.8997556870471093,1.0138888888888875]
["Swap","11Y","2012-11-16",{"$f":"AddYears(D3,11)","v":"2023-11-16"},1.7681990000000001,null,null,null,null,4017,11.158333333333333,11.005479452054795,{"$f":"(100*$M$3-E26*(M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E26)","v":0.81981987896902242},1.8042990113450523,2.9606032060350871,1.0138888888888893]
["Swap","12Y","2012-11-16",{"$f":"AddYears(D3,12)","v":"2024-11-18"},1.877,0.81515230380000003,2.7110101394999999,"IRS vs 1M EURIBOR",null,4385,12.180555555555555,12.013698630136986,{"$f":"(100*$M$3-E27*(M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E27)","v":0.79383282424664148},1.9209498946800416,3.1949170145803691,1.0222222222222221]
["Swap","13Y","2012-11-16",{"$f":"AddYears(D3,13)","v":"2025-11-17"},1.948933,null,null,null,null,4749,13.191666666666666,13.010958904109589,{"$f":"(100*$M$3-E28*(M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E28)","v":0.77090736194595799},1.9989113660468734,2.938518439910315,1.0111111111111111]
["Swap","14Y","2012-11-16",{"$f":"AddYears(D3,14)","v":"2026-11-16"},2.0208659999999998,null,null,null,null,5113,14.202777777777778,14.008219178082191,{"$f":"(100*$M$3-E29*(M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E29)","v":0.74734891078948507},2.0781317471417782,3.1121318311579582,1.0111111111111111]
["Swap","15Y","2012-11-16",{"$f":"AddYears(D3,15)","v":"2027-11-16"},2.093,0.74575558360000005,2.3906553855000001,"IRS vs 1M EURIBOR",null,5478,15.216666666666667,15.008219178082191,{"$f":"(100*$M$3-E30*(M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E30)","v":0.72319420528205092},2.1585452760689794,3.2854362362405856,1.0138888888888893]
["Swap","16Y","2012-11-16",{"$f":"AddYears(D3,16)","v":"2028-11-16"},2.1179999999999999,null,null,null,null,5844,16.233333333333334,16.010958904109589,{"$f":"(100*$M$3-E31*(M30+M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E31)","v":0.70495689946025553},2.1828736563115338,2.5471346501071528,1.0166666666666675]
["Swap","17Y","2012-11-16",{"$f":"AddYears(D3,17)","v":"2029-11-16"},2.1429999999999998,null,null,null,null,6209,17.247222222222224,17.010958904109589,{"$f":"(100*$M$3-E32*(M31+M30+M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E32)","v":0.68675713611717248},2.2083032597830603,2.6155949362064721,1.0138888888888893]
["Swap","18Y","2012-11-16",{"$f":"AddYears(D3,18)","v":"2030-11-18"},2.168139,null,null,null,null,6576,18.266666666666666,18.016438356164382,{"$f":"(100*$M$3-E33*(M32+M31+M30+M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E33)","v":0.66858668268648624},2.2338866911176942,2.6668531543858456,1.0194444444444422]
["Swap","19Y","2012-11-16",{"$f":"AddYears(D3,19)","v":"2031-11-17"},2.1930689999999999,null,null,null,null,6940,19.277777777777779,19.013698630136986,{"$f":"(100*$M$3-E34*(M33+M32+M31+M30+M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E34)","v":0.65050985866617972},2.2608696535966306,2.7484903326802663,1.0111111111111128]
["Swap","20Y","2012-11-16",{"$f":"AddYears(D3,20)","v":"2032-11-16"},2.218,0.65604666229999997,2.2172185991000002,"IRS vs 1M EURIBOR",null,7305,20.291666666666668,20.013698630136986,{"$f":"(100*$M$3-E35*(M34+M33+M32+M31+M30+M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E35)","v":0.63250781000372325},2.2881194659644661,2.8063885000946476,1.0138888888888893]
["Swap","21Y","2012-11-16",{"$f":"AddYears(D3,21)","v":"2033-11-16"},2.2235999999999998,null,null,null,null,7670,21.305555555555557,21.013698630136986,{"$f":"(100*$M$3-E36*(M35+M34+M33+M32+M31+M30+M29+M28+M27+M26+M25+M24+M23+M22+M21+M20+M19+M18+M17+M16))/(100+E36)","v":0.61784164203493142},2.2908750053842204,2.3460386397407773,1.0138888888888893]
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["t","Stamp","Maturity","Zero rate","Disc factor"]
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["2Y","2014-11-17","2015-02-16",{"$f":"D9+(C10-C9)*(D9-D5)/(C9-C5)","v":0.25036021296680261},2.2833333333333332,0.36415572900044868,{"$f":"'OIS DF'!I10","v":0.99109000441309558},{"$f":"'6M DF'!E10","v":0.9903613154404437},0.36091110306210872,0.36064574679805811,null,null,null,null,null,null,null,null,null,"2015-02-16","2015-05-18",null,2.5,0.33481347499999997]
["3Y","2015-02-16","2015-05-18",{"$f":"D9+(C11-C9)*(D9-D5)/(C9-C5)","v":0.26384502843552948},2.536111111111111,0.39243687150513407,{"$f":"'OIS DF'!I11","v":0.98352097680062156},{"$f":"'6M DF'!E11","v":0.98854218587553155},0.38596989519530944,0.38794040277584035,null,null,null,null,null,null,null,null,null,"2015-05-18","2015-08-17",null,2.75,0.36865573749999997]
["4Y","2015-05-18","2015-08-17",{"$f":"D9+(C12-C9)*(D9-D5)/(C9-C5)","v":0.27732984390425641},2.7888888888888892,0.42084715100730818,{"$f":"'OIS DF'!I12","v":0.97578374857453709},{"$f":"'6M DF'!E12","v":0.98652007941565023},0.41065581058682543,0.41517416483357983,null,null,null,null,null,null,null,null,null,"2015-08-17",{"$f":"AddYears(T1,3)","v":"2015-11-16"},0.37983810529488443,3,0.37983810529488443]
["5Y","2015-08-17",{"$f":"AddYears(B2,3)","v":"2015-11-16"},0.37983810529488443,3.0416666666666665,2.2337703896287411,{"$f":"'OIS DF'!I13","v":0.96855112218928419},{"$f":"'6M DF'!E13","v":0.98530380551778585},2.1635208175881115,2.2009424655541459,null,null,null,null,null,null,null,null,null,"2015-11-16",{"$f":"AddDays(T13,91)","v":"2016-02-15"},null,3.25,0.4423066625]
["6Y","2015-11-16","2016-02-15",{"$f":"D13+(C14-C13)*(D13-D9)/(C13-C9)","v":0.41557878224408662},3.2944444444444443,0.92562225844935941,{"$f":"'OIS DF'!I14","v":0.94473721955827172},{"$f":"'6M DF'!E14","v":0.98183375816717511},0.8744697988086958,0.90880718065652277,null,null,null,null,null,null,null,null,null,"2016-02-15","2016-05-16",null,3.5,0.481755775]
["7Y","2016-02-15","2016-05-16",{"$f":"D13+(C15-C13)*(D13-D9)/(C13-C9)","v":0.45131945919328881},3.5472222222222225,1.008614885929739,{"$f":"'OIS DF'!I15","v":0.92144101046271609},{"$f":"'6M DF'!E15","v":0.97915739395115908},0.92937911965883591,0.98759272320730884,null,null,null,null,null,null,null,null,null,"2016-05-16","2016-08-15",null,3.75,0.52272303750000004]
["8Y","2016-05-16","2016-08-15",{"$f":"D13+(C16-C13)*(D13-D9)/(C13-C9)","v":0.487060136142491},3.8000000000000003,1.0921558410147294,{"$f":"'OIS DF'!I16","v":0.89762710783170363},{"$f":"'6M DF'!E16","v":0.97625363046133906},0.98034868887155346,1.0662211048201866,null,null,null,null,null,null,null,null,null,"2016-08-15",{"$f":"AddYears(T1,4)","v":"2016-11-16"},0.54832237966639807,4,0.54832237966639807]
["9Y","2016-08-15",{"$f":"AddYears(B2,4)","v":"2016-11-16"},0.54832237966639807,4.0583333333333336,1.8039101984740662,{"$f":"'OIS DF'!I17","v":0.87381320520069117},{"$f":"'6M DF'!E17","v":0.97419025970541806},1.5762805524228387,1.7573517447367029,null,null,null,null,null,null,null,null,null,"2016-11-16",{"$f":"AddDays(T17,91)","v":"2017-02-15"},null,4.25,0.60855066249999989]
["10Y","2016-11-16","2017-02-15",{"$f":"D17+(C18-C17)*(D17-D13)/(C17-C13)","v":0.59021327848554495},4.3111111111111109,1.4411595072636492,{"$f":"'OIS DF'!I18","v":0.88655339525715093},{"$f":"'6M DF'!E18","v":0.96975776083797882},1.2776648542717108,1.3975756167743614,null,null,null,null,null,null,null,null,null,"2017-02-15","2017-05-17",null,4.5,0.65309347499999992]
["11Y","2017-02-15","2017-05-17",{"$f":"D17+(C19-C17)*(D17-D13)/(C17-C13)","v":0.63210417730469171},4.5638888888888891,1.5429677759290503,{"$f":"'OIS DF'!I19","v":0.89887814433350877},{"$f":"'6M DF'!E19","v":0.96616634782733213},1.386940011193506,1.4907635408846318,null,null,null,null,null,null,null,null,null,"2017-05-17","2017-08-16",null,4.75,0.69851933749999984]
["12Y","2017-05-17","2017-08-16",{"$f":"D17+(C20-C17)*(D17-D13)/(C17-C13)","v":0.67399507612383858},4.8166666666666664,1.6452840656843213,{"$f":"'OIS DF'!I20","v":0.91161833438996853},{"$f":"'6M DF'!E20","v":0.9623487669127031},1.4998711195574965,1.5833370918324254,null,null,null,null,null,null,null,null,null,"2017-08-16",{"$f":"AddYears(T1,5)","v":"2017-11-16"},0.74944428526358708,5,0.74944428526358708]
["13Y","2017-08-16",{"$f":"AddYears(B2,5)","v":"2017-11-16"},0.74944428526358708,5.072222222222222,3.0156833453578704,{"$f":"'OIS DF'!I21","v":0.92366612281292504},{"$f":"'6M DF'!E21","v":0.95850599586416485},2.7854845432382151,2.890550568153222,null,null,null,null,null,null,null,null,null,"2017-11-16",{"$f":"AddDays(T21,91)","v":"2018-02-15"},null,5.25,0.79144286249999984]
["14Y","2017-11-16","2018-02-15",{"$f":"D21+(C22-C21)*(D21-D17)/(C21-C17)","v":0.7995870069330232},5.3250000000000002,2.1727561708429093,{"$f":"'OIS DF'!I22","v":0.91616308400630753},{"$f":"'6M DF'!E22","v":0.95405134601263275},1.9905989942731754,2.0729209493499314,null,null,null,null,null,null,null,null,null,"2018-02-15","2018-05-17",null,5.5,0.83866497499999992]
["15Y","2018-02-15","2018-05-17",{"$f":"D21+(C23-C21)*(D21-D17)/(C21-C17)","v":0.84972972860245943},5.5777777777777784,2.3001920097704147,{"$f":"'OIS DF'!I23","v":0.90890470950860158},{"$f":"'6M DF'!E23","v":0.94958257517714173},2.0906553504543854,2.1842222520396755,null,null,null,null,null,null,null,null,null,"2018-05-17","2018-08-16",null,5.75,0.88621903749999986]
["16Y","2018-05-17","2018-08-16",{"$f":"D21+(C24-C21)*(D21-D17)/(C21-C17)","v":0.89987245027189555},5.8305555555555557,2.4280413836804065,{"$f":"'OIS DF'!I24","v":0.90140167070198407},{"$f":"'6M DF'!E24","v":0.94490959736869851},2.1886405597830754,2.2942796062479904,null,null,null,null,null,null,null,null,null,"2018-08-16",{"$f":"AddYears(T1,6)","v":"2018-11-16"},0.95948091292779247,6,0.95948091292779247]
["17Y","2018-08-16",{"$f":"AddYears(B2,6)","v":"2018-11-16"},0.95948091292779247,6.0861111111111112,2.9650028746368862,{"$f":"'OIS DF'!I25","v":0.89430640574355236},{"$f":"'6M DF'!E25","v":0.93910879267390446},2.6516210638358144,2.7844602698749021,null,null,null,null,null,null,null,null,null,"2018-11-16",{"$f":"AddDays(T25,91)","v":"2019-02-15"},null,6.25,0.98182966249999981]
["18Y","2018-11-16","2019-02-15",{"$f":"D25+(C26-C25)*(D25-D21)/(C25-C21)","v":1.0118462091399643},6.3388888888888886,2.7963446658469326,{"$f":"'OIS DF'!I26","v":0.88809950243018143},{"$f":"'6M DF'!E26","v":0.9349841920923696},2.4834323063619528,2.6145380582087014,null,null,null,null,null,null,null,null,null,"2019-02-15","2019-05-17",null,6.5,1.0296526749999999]
["19Y","2019-02-15","2019-05-17",{"$f":"D25+(C27-C25)*(D25-D21)/(C25-C21)","v":1.0642115053521359},6.5916666666666659,2.9318595335140096,{"$f":"'OIS DF'!I27","v":0.88209069177574795},{"$f":"'6M DF'!E27","v":0.92975039147313998},2.5861660041066945,2.7258975490289079,null,null,null,null,null,null,null,null,null,"2019-05-17","2019-08-16",null,6.75,1.0773405374999998]
["20Y","2019-05-17","2019-08-16",{"$f":"D25+(C28-C25)*(D25-D21)/(C25-C21)","v":1.1165768015643078},6.844444444444445,3.0676793961004734,{"$f":"'OIS DF'!I28","v":0.26417365766378376},{"$f":"'6M DF'!E28","v":0.92434945307209793},0.81040008660768936,2.835607771986016,null,null,null,null,null,null,null,null,null,"2019-08-16",{"$f":"AddYears(T1,7)","v":"2019-11-18"},1.1598520760853461,7,1.1598520760853461]
["21Y","2019-08-16",{"$f":"AddYears(B2,7)","v":"2019-11-18"},1.1598520760853461,7.1055555555555552,2.6714160565299667,{"$f":"'OIS DF'!I29","v":0.87007307046688098},{"$f":"'6M DF'!E29","v":0.91724180592224069},2.3243271707995552,2.4503344880612175,null,null,null,null,null,null,null,null,null,"2019-11-18",{"$f":"AddDays(T29,91)","v":"2020-02-17"},null,7.25,1.1719014624999999]
["22Y","2019-11-18","2020-02-17",{"$f":"D29+(C30-C29)*(D29-D25)/(C29-C25)","v":1.2095353890208704},7.3583333333333334,3.1873671587048369,{"$f":"'OIS DF'!I30","v":0.86471604923944256},{"$f":"'6M DF'!E30","v":0.91309041115074296},2.7561675369507941,2.9103543894301751,null,null,null,null,null,null,null,null,null,"2020-02-17","2020-05-18",null,7.5,1.2185829749999999]
["23Y","2020-02-17","2020-05-18",{"$f":"D29+(C31-C29)*(D29-D25)/(C29-C25)","v":1.2592187019563945},7.6111111111111107,3.3160014823357757,{"$f":"'OIS DF'!I31","v":0.8594754849952092},{"$f":"'6M DF'!E31","v":0.90725556067836011},2.8500219822753734,3.0084607840668176,null,null,null,null,null,null,null,null,null,"2020-05-18","2020-08-17",null,7.75,1.2647462374999996]
["24Y","2020-05-18","2020-08-17",{"$f":"D29+(C32-C29)*(D29-D25)/(C29-C25)","v":1.3089020148919188},7.863888888888888,3.4448847683221713,{"$f":"'OIS DF'!I32","v":0.85423492075097596},{"$f":"'6M DF'!E32","v":0.90129990313124519},2.9427408670639341,3.1048743079870751,null,null,null,null,null,null,null,null,null,"2020-08-17",{"$f":"AddYears(T1,8)","v":"2020-11-16"},1.3372778259502109,8,1.3372778259502109]
["25Y","2020-08-17",{"$f":"AddYears(B2,8)","v":"2020-11-16"},1.3372778259502109,8.1166666666666671,2.4177729522058917,{"$f":"'OIS DF'!I33","v":0.84911081348994788},{"$f":"'6M DF'!E33","v":0.89371256737312499},2.0529571582815378,2.1607940724412273,null,null,null,null,null,null,null,null,null,"2020-11-16",{"$f":"AddDays(T33,91)","v":"2021-02-15"},null,8.25,1.3551926625000001]
["26Y","2020-11-16","2021-02-15",{"$f":"D33+(C34-C33)*(D33-D29)/(C33-C29)","v":1.3816342634164271},8.3694444444444454,3.355556763062352,{"$f":"'OIS DF'!I34","v":0.80848503641466363},{"$f":"'6M DF'!E34","v":0.88907577212724698},2.7129174317759364,2.9833442200364662,null,null,null,null,null,null,null,null,null,"2021-02-15","2021-05-17",null,8.5,1.3993262749999997]
["27Y","2021-02-15","2021-05-17",{"$f":"D33+(C35-C33)*(D33-D29)/(C33-C29)","v":1.4259907008826433},8.6222222222222218,3.4692417730204772,{"$f":"'OIS DF'!I35","v":0.76874242840623319},{"$f":"'6M DF'!E35","v":0.88283238807594844},2.6669533453201075,3.0627589992885054,null,null,null,null,null,null,null,null,null,"2021-05-17","2021-08-16",null,8.75,1.4426425374999996]
["28Y","2021-05-17","2021-08-16",{"$f":"D33+(C36-C33)*(D33-D29)/(C33-C29)","v":1.4703471383488596},8.875,3.5831462932785847,{"$f":"'OIS DF'!I36","v":0.72811665133094861},{"$f":"'6M DF'!E36","v":0.87651822247184452},2.6089484802909042,3.1406930198411236,null,null,null,null,null,null,null,null,null,"2021-08-16",{"$f":"AddYears(T1,9)","v":"2021-11-16"},1.4945424025889293,9,1.4945424025889293]
["29Y","2021-08-16",{"$f":"AddYears(B2,9)","v":"2021-11-16"},1.4945424025889293,9.1305555555555546,2.4993897896517283,{"$f":"'OIS DF'!I37","v":0.68793245878909115},{"$f":"'6M DF'!E37","v":0.8694480554609475},1.7194113634674628,2.1730895924516416,null,null,null,null,null,null,null,null,null,"2021-11-16",{"$f":"AddDays(T37,91)","v":"2022-02-15"},null,9.25,1.5265816624999997]
["30Y","2021-11-16","2022-02-15",{"$f":"D37+(C38-C37)*(D37-D33)/(C37-C33)","v":1.5337508312851578},9.3833333333333329,3.4505236322381778,{"$f":"'OIS DF'!I38","v":0.6955337942588854},{"$f":"'6M DF'!E38","v":0.86372737081559581},2.3999557941105709,2.9803117048101613,null,null,null,null,null,null,null,null,null,"2022-02-15","2022-05-17",null,9.5,1.5670969749999992]
[null,"2022-02-15","2022-05-17",{"$f":"D37+(C39-C37)*(D37-D33)/(C37-C33)","v":1.5729592599813862},9.6361111111111111,3.549799478250943,{"$f":"'OIS DF'!I39","v":1.8255714596977615},{"$f":"'6M DF'!E39","v":0.85727516720554786},6.4804126151449264,3.0431549412637438,null,null,null,null,null,null,null,null,null,"2022-05-17","2022-08-16",null,9.75,1.6065798374999996]
[null,"2022-05-17","2022-08-16",{"$f":"D37+(C40-C37)*(D37-D33)/(C37-C33)","v":1.6121676886776146},9.8888888888888893,3.6492666541039966,{"$f":"'OIS DF'!I40","v":0.71048859556358945},{"$f":"'6M DF'!E40","v":0.85080102316222661},2.5927623399113879,3.1047998031034756,null,null,null,null,null,null,null,null,null,"2022-08-16",{"$f":"AddYears(T1,10)","v":"2022-11-16"},1.6347934669068245,10,1.6347934669068245]
[null,"2022-08-16",{"$f":"AddYears(B2,10)","v":"2022-11-16"},1.6347934669068245,10.144444444444444,2.6785960688346879,{"$f":"'OIS DF'!I41","v":0.7180899310333837},{"$f":"'6M DF'!E41","v":0.84461065836150162},1.9234728663357938,2.2623707891829961,null,null,null,null,null,null,null,null,null,"2022-11-16",{"$f":"AddDays(T41,91)","v":"2023-02-15"},null,10.25,1.6822908624999997]
[null,"2022-11-16","2023-02-15",{"$f":"D41+(C42-C41)*(D41-D37)/(C41-C37)","v":1.6697601706134777},10.397222222222222,3.531626970713825,{"$f":"'OIS DF'!I42","v":0.73585864288678027},{"$f":"'6M DF'!E42","v":0.83783269531043425},2.5987782298518263,2.9589125437041881,null,null,null,null,null,null,null,null,null,"2023-02-15","2023-05-17",null,10.5,1.7184534749999998]
[null,"2023-02-15","2023-05-17",{"$f":"D41+(C43-C41)*(D41-D37)/(C41-C37)","v":1.7047268743201311},10.65,3.6191966768112831,{"$f":"'OIS DF'!I43","v":0.75304794022321819},{"$f":"'6M DF'!E43","v":0.83136040845970305},2.7254286027354531,3.0088568275298284,null,null,null,null,null,null,null,null,null,"2023-05-17","2023-08-16",null,10.75,1.7534525374999996]
[null,"2023-05-17","2023-08-16",{"$f":"D41+(C44-C41)*(D41-D37)/(C41-C37)","v":1.7396935780267844},10.902777777777779,3.7069306434065616,{"$f":"'OIS DF'!I44","v":0.77081665207661476},{"$f":"'6M DF'!E44","v":0.82490988227759399},2.8573638680308573,3.0578837206637126,null,null,null,null,null,null,null,null,null,"2023-08-16",{"$f":"AddYears(T1,11)","v":"2023-11-16"},1.7750445312247196,11,1.7750445312247196]
[null,"2023-08-16",{"$f":"AddYears(B2,11)","v":"2023-11-16"},1.7750445312247196,11.158333333333333,3.7953055674424148,{"$f":"'OIS DF'!I45","v":0.78761967306841352},{"$f":"'6M DF'!E45","v":0.81998199912780667},2.9892573302237242,3.1120822464923261,null,null,null,null,null,null,null,null,null,"2023-11-16",{"$f":"AddDays(T45,91)","v":"2024-02-15"},null,11.25,1.8198866624999996]
[null,"2023-11-16","2024-02-15",{"$f":"D45+(C46-C45)*(D45-D41)/(C45-C41)","v":1.8100112349313728},11.411111111111111,3.8838387011662086,{"$f":"'OIS DF'!I46","v":0.74350976923677659},{"$f":"'6M DF'!E46","v":0.81211257141515436},2.8876720164569498,3.1541142345657831,null,null,null,null,null,null,null,null,null,"2024-02-15","2024-05-16",null,11.5,1.8512981749999997]
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